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Credit-risk transfer transactions’ prominence grows as regulations evolve
Manage episode 421334968 series 2944782
As the regulatory environment continues to evolve, US and European banks have sought regulatory capital relief by offloading the credit risk of loans they make via special types of transactions.
Guests: Warren Kornfeld, Senior Vice President at Moody's Ratings; Nick Monzillo, VP-Senior Analyst at Moody's Ratings; Frank Cerveny, VP-Senior Research Analyst at Moody's Ratings
Host: Aaron Johnson, VP-Senior Research Writer at Moody's Ratings
Related reports:
- Auto ABS - US: Credit-linked notes include risks not seen in typical auto ABS; issuance is rising
- Banks and Structured Finance – US: Risk transfer gives banks protection, but more capital is better; ABS implications vary
- Banks and Structured Finance – Europe: Output floor proposal could erode benefits of SRT for regulatory capital and risk management purposes
44 odcinków
Manage episode 421334968 series 2944782
As the regulatory environment continues to evolve, US and European banks have sought regulatory capital relief by offloading the credit risk of loans they make via special types of transactions.
Guests: Warren Kornfeld, Senior Vice President at Moody's Ratings; Nick Monzillo, VP-Senior Analyst at Moody's Ratings; Frank Cerveny, VP-Senior Research Analyst at Moody's Ratings
Host: Aaron Johnson, VP-Senior Research Writer at Moody's Ratings
Related reports:
- Auto ABS - US: Credit-linked notes include risks not seen in typical auto ABS; issuance is rising
- Banks and Structured Finance – US: Risk transfer gives banks protection, but more capital is better; ABS implications vary
- Banks and Structured Finance – Europe: Output floor proposal could erode benefits of SRT for regulatory capital and risk management purposes
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